+155.0%
HPE vs FHN
+11.5%
+143.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | -0.5% | +12.9% | +12.7% |
| 7D | +19.4% | -1.2% | +20.6% | +20.2% |
| 30D | +5.6% | -4.8% | +10.4% | +8.9% |
| 3M | +33.1% | -0.7% | +33.8% | +33.6% |
| 6M | +192.5% | +10.6% | +181.8% | +173.7% |
| YTD | +160.9% | +4.6% | +156.3% | +151.1% |
| 1Y | +155.0% | +11.4% | +143.6% | +133.2% |
| All | +155.0% | +11.5% | +143.4% | +133.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded FHN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling